-30.1%
NVTS vs KIM
+41.5%
-71.6%
-92.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.4% | +0.4% | -6.7% | -6.7% |
| 7D | +3.9% | +0.1% | +3.8% | +3.9% |
| 30D | -4.3% | +14.1% | -18.4% | -14.2% |
| 3M | -34.5% | +6.0% | -40.5% | -37.7% |
| 6M | -57.7% | +13.2% | -71.0% | -62.8% |
| YTD | +25.4% | +30.4% | -5.0% | -4.3% |
| 1Y | +13.1% | +31.0% | -17.9% | -14.4% |
| 3Y | +48.9% | +67.6% | -18.7% | -15.9% |
| 5Y | -51.8% | +35.8% | -87.5% | -64.4% |
| All | -30.1% | +41.5% | -71.6% | -48.7% |
Cumulative growth
Daily Returns
Daily percentage return beside KIM.
Daily Out/Under-Performance
Portfolio return minus KIM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × KIM return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded KIM wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling